Lockheed Martin Stock Forward View - Simple Regression
| LMT Stock | USD 616.25 -11.18 -1.78% |
This page provides Simple Regression reference data for Lockheed Martin, calculated from historical daily prices. The model output shown here is derived from Lockheed Martin's historical price series and is provided for informational purposes.
The Simple Regression forecasted value of Lockheed Martin on the next trading day is expected to be 691.62 with a mean absolute deviation of 25.36 and the sum of the absolute errors of 1,572.In general, regression methods applied to historical equity returns or prices series is an area of active research. In recent decades, new methods have been developed for robust regression of price series such as Lockheed Martin historical returns. These new methods are regression involving correlated responses such as growth curves and different regression methods accommodating various types of missing data. The Simple Regression reference information for Lockheed Martin is based on available price data and is intended for informational purposes. Simple Regression Price Forecast For the 25th of March
Given 90 days horizon, the Simple Regression forecasted value of Lockheed Martin on the next trading day is expected to be 691.62 with a mean absolute deviation of 25.36 , mean absolute percentage error of 882.43 , and the sum of the absolute errors of 1,572 .Please note that although there have been many attempts to predict Lockheed Stock prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Lockheed Martin's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Stock Forecast Pattern
| Backtest Lockheed Martin | Lockheed Martin Price Prediction | Research Analysis |
Forecasted Value
The next-day forecast for Lockheed Martin focuses on identifying predictive downside and upside bands that can frame a realistic trading range. The projected forecast band currently runs from roughly 689.67 on the downside to about 693.57 on the upside.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Regression forecasting method's relative quality and the estimations of the prediction error of Lockheed Martin stock data series using in forecasting. Note that when a statistical model is used to represent Lockheed Martin stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 126.7311 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 25.3555 |
| MAPE | Mean absolute percentage error | 0.043 |
| SAE | Sum of the absolute errors | 1572.038 |
Other Forecasting Options for Lockheed Martin
The autocorrelation structure of Lockheed Martin's daily returns reveals whether Lockheed exhibits momentum, mean-reversion, or random-walk behavior. Separating these elements helps distinguish persistent directional moves from temporary noise in Lockheed Stock price data.Lockheed Martin Related Equities
Sizing up Lockheed Martin against these stocks within the Industrials space shows how it compares on key financial measures. Market cap and total value checks frame Lockheed Martin's size within the competitive field. How Lockheed Martin ranks within this group can shift over time as the competitive picture changes. Combining quantitative ratios with qualitative context such as management quality and market position sharpens peer comparisons.
| Risk & Return | Correlation |
Lockheed Martin Market Strength Events
Market strength indicators applied to Lockheed Martin stock help assess momentum and resilience across environments. These indicators support informed market timing decisions when analyzing Lockheed Martin.
| Accumulation Distribution | 41822.9 | |||
| Daily Balance Of Power | -0.59 | |||
| Rate Of Daily Change | 0.98 | |||
| Day Median Price | 620.15 | |||
| Day Typical Price | 618.85 | |||
| Price Action Indicator | -9.48 | |||
| Period Momentum Indicator | -11.18 | |||
| Relative Strength Index | 51.42 |
Lockheed Martin Risk Indicators
Risk indicator analysis for Lockheed Martin is essential for accurately projecting its future price trajectory. The process involves identifying the amount of risk involved in Lockheed Martin's investment and either accepting or mitigating it.
| Mean Deviation | 1.51 | |||
| Semi Deviation | 1.36 | |||
| Standard Deviation | 1.88 | |||
| Variance | 3.54 | |||
| Downside Variance | 2.65 | |||
| Semi Variance | 1.84 | |||
| Expected Short fall | -1.82 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for Lockheed Martin
Story coverage around Lockheed Martin often expands when market conditions, narrative momentum, or risk-adjusted performance make the security more visible to investors. This is most useful when investors want to understand why a security is suddenly drawing more public discussion.
Contributor Headline
Latest Perspective From Macroaxis
Lockheed Martin Short Properties
Reviewing short-oriented indicators for Lockheed Martin is useful because long and short participants often create very different signals for timing and volatility. The practical goal is to identify when the balance between long and short participation may be changing the quality of the setup.
| Common Stock Shares Outstanding | 231.9 M | |
| Cash And Short Term Investments | 4.1 B |
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